Danone SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.89% (+3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 20.15 | |
| 0.0437 | 12.77 | |
| 0.9070 | 310.94 | |
| 0.0508 | 8.51 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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